+5,744.5%
MU vs SEDG
+118.8%
+5,625.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.3% | -5.8% |
| 7D | +2.0% | +8.7% | -6.7% | +0.1% |
| 30D | +12.5% | +10.3% | +2.2% | +9.6% |
| 3M | +9.6% | -32.6% | +42.2% | +17.1% |
| 6M | +142.6% | -3.6% | +146.2% | +137.2% |
| YTD | +242.7% | +27.4% | +215.3% | +212.9% |
| 1Y | +599.3% | +24.9% | +574.4% | +530.0% |
| 3Y | +1,308.3% | -75.3% | +1,383.6% | +1,408.8% |
| 5Y | +1,263.7% | -86.3% | +1,350.0% | +1,457.4% |
| All | +5,744.5% | +118.8% | +5,625.7% | +3,847.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling